+41.8%
SCHD vs NEM
+50.9%
-9.1%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.9% | -8.0% | +1.5% |
| 7D | +3.2% | +3.7% | -0.5% | +3.0% |
| 30D | +10.7% | +2.0% | +8.7% | +10.5% |
| 3M | +7.8% | +21.1% | -13.3% | +7.1% |
| 6M | +16.7% | +9.5% | +7.2% | +16.3% |
| YTD | +35.3% | +19.1% | +16.2% | +33.2% |
| 1Y | +41.8% | +51.1% | -9.3% | +37.4% |
| All | +41.8% | +50.9% | -9.1% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling